52 citations · 130 across the 24 of their papers we have counts for
7 papers · 1 filter
Strong Markov property of determinantal processes with extended kernels
Hirofumi Osada, Hideki Tanemura
Noncolliding Brownian motion (Dyson's Brownian motion model with parameter ) and noncolliding Bessel processes are determinantal processes; that is, their space-time correlati…
Infinite-dimensional stochastic differential equations and tail -fields
Hirofumi Osada, Hideki Tanemura
We present general theorems solving the long-standing problem of the existence and pathwise uniqueness of strong solutions of infinite-dimensional stochastic differential equations…
Infinite-dimensional stochastic differential equations arising from Airy random point fields
Hirofumi Osada, Hideki Tanemura
The Airy random point fields () are random point fields emerging as the soft-edge scaling limits of eigenvalues of Gaussian random matrices. We construct the unlab…
Absolute continuity and singularity of Palm measures of the Ginibre point process
Hirofumi Osada, Tomoyuki Shirai
We prove a dichotomy between absolute continuity and singularity of the Ginibre point process and its reduced Palm measures $\{\mathsf{G}_{\mathbf{x}}, \mathbf{x} \in…
Dynamical rigidity of stochastic Coulomb systems in infinite-dimensions
Hirofumi Osada
This paper is based on the talk in "Probability Symposium" at Research Institute of Mathematical Sciences (Kyoto University) on 2013/12/18, and gives an announcement of some parts…
Cores of Dirichlet forms related to random matrix theory
Hirofumi Osada, Hideki Tanemura
We prove the sets of polynomials on configuration spaces are cores of Dirichlet forms describing interacting Brownian motion in infinite dimensions. Typical examples of these stoch…
Infinite-dimensional stochastic differential equations related to Bessel random point fields
Ryuich Honda, Hirofumi Osada
We solve the infinite-dimensional stochastic differential equations (ISDEs) describing an infinite number of Brownian particles in interacting through the two-dimen…